+16.1%
ENTG vs USHY
+20.9%
-4.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.5% | -3.4% | -2.1% |
| 7D | +5.1% | -0.7% | +5.9% | +8.2% |
| 30D | -8.5% | -0.5% | -8.0% | -6.5% |
| 3M | +6.7% | +0.5% | +6.2% | +5.6% |
| 6M | +17.7% | +1.5% | +16.2% | +13.6% |
| YTD | +63.5% | +1.7% | +61.7% | +57.3% |
| 1Y | +73.6% | +3.5% | +70.0% | +58.1% |
| 3Y | +44.6% | +27.2% | +17.4% | -28.4% |
| 5Y | +16.1% | +21.0% | -4.9% | -14.6% |
| All | +16.1% | +20.9% | -4.8% | -14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded USHY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling